Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 850.16 | Gross profit | 2460.28 | Gross loss | -1610.11 |
Profit factor | 1.53 | Expected payoff | 25.00 | ||
Absolute drawdown | 1146.90 | Maximal drawdown | 2617.13 (20.94%) | Relative drawdown | 20.94% (2617.13) |
Total trades | 34 | Short positions (won %) | 14 (100.00%) | Long positions (won %) | 20 (95.00%) |
Profit trades (% of total) | 33 (97.06%) | Loss trades (% of total) | 1 (2.94%) | ||
Largest | profit trade | 296.10 | loss trade | -1610.11 | |
Average | profit trade | 74.55 | loss trade | -1610.11 | |
Maximum | consecutive wins (profit in money) | 33 (2460.28) | consecutive losses (loss in money) | 1 (-1610.11) | |
Maximal | consecutive profit (count of wins) | 2460.28 (33) | consecutive loss (count of losses) | -1610.11 (1) | |
Average | consecutive wins | 33 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 15:00 | buy | 1 | 1.00 | 1.04796 | 0.00000 | 1.05796 | ||
2 | 2009.12.02 17:20 | modify | 1 | 1.00 | 1.04796 | 1.04798 | 1.05796 | ||
3 | 2009.12.02 17:22 | s/l | 1 | 1.00 | 1.04798 | 1.04798 | 1.05796 | 1.91 | 10001.91 |
4 | 2009.12.03 09:00 | sell | 2 | 1.00 | 1.04633 | 0.00000 | 1.03633 | ||
5 | 2009.12.04 13:50 | modify | 2 | 1.00 | 1.04633 | 1.04629 | 1.03633 | ||
6 | 2009.12.04 13:57 | s/l | 2 | 1.00 | 1.04629 | 1.04629 | 1.03633 | 3.73 | 10005.64 |
7 | 2009.12.04 20:00 | buy | 3 | 1.00 | 1.05716 | 0.00000 | 1.06716 | ||
8 | 2009.12.04 20:15 | modify | 3 | 1.00 | 1.05716 | 1.05720 | 1.06716 | ||
9 | 2009.12.04 20:20 | modify | 3 | 1.00 | 1.05716 | 1.05758 | 1.06716 | ||
10 | 2009.12.04 20:27 | s/l | 3 | 1.00 | 1.05758 | 1.05758 | 1.06716 | 39.72 | 10045.36 |
11 | 2009.12.04 20:27 | buy | 4 | 1.00 | 1.05769 | 0.00000 | 1.06769 | ||
12 | 2009.12.04 20:45 | modify | 4 | 1.00 | 1.05769 | 1.05812 | 1.06769 | ||
13 | 2009.12.04 20:50 | modify | 4 | 1.00 | 1.05769 | 1.05901 | 1.06769 | ||
14 | 2009.12.04 20:52 | s/l | 4 | 1.00 | 1.05901 | 1.05901 | 1.06769 | 124.66 | 10170.02 |
15 | 2009.12.04 20:52 | buy | 5 | 1.00 | 1.05904 | 0.00000 | 1.06904 | ||
16 | 2009.12.04 21:07 | modify | 5 | 1.00 | 1.05904 | 1.05907 | 1.06904 | ||
17 | 2009.12.04 21:10 | s/l | 5 | 1.00 | 1.05907 | 1.05907 | 1.06904 | 2.84 | 10172.86 |
18 | 2009.12.07 17:00 | sell | 6 | 1.00 | 1.05083 | 0.00000 | 1.04083 | ||
19 | 2009.12.07 18:45 | modify | 6 | 1.00 | 1.05083 | 1.05051 | 1.04083 | ||
20 | 2009.12.07 18:47 | s/l | 6 | 1.00 | 1.05051 | 1.05051 | 1.04083 | 30.46 | 10203.32 |
21 | 2009.12.08 09:00 | buy | 7 | 1.00 | 1.05534 | 0.00000 | 1.06534 | ||
22 | 2009.12.08 09:10 | modify | 7 | 1.00 | 1.05534 | 1.05561 | 1.06534 | ||
23 | 2009.12.08 09:13 | s/l | 7 | 1.00 | 1.05561 | 1.05561 | 1.06534 | 25.59 | 10228.91 |
24 | 2009.12.08 09:13 | buy | 8 | 1.00 | 1.05504 | 0.00000 | 1.06504 | ||
25 | 2009.12.08 12:50 | modify | 8 | 1.00 | 1.05504 | 1.05511 | 1.06504 | ||
26 | 2009.12.08 12:52 | s/l | 8 | 1.00 | 1.05511 | 1.05511 | 1.06504 | 6.63 | 10235.54 |
27 | 2009.12.08 13:00 | buy | 9 | 1.00 | 1.05467 | 0.00000 | 1.06467 | ||
28 | 2009.12.08 13:07 | modify | 9 | 1.00 | 1.05467 | 1.05474 | 1.06467 | ||
29 | 2009.12.08 13:10 | s/l | 9 | 1.00 | 1.05474 | 1.05474 | 1.06467 | 6.64 | 10242.18 |
30 | 2009.12.08 13:10 | buy | 10 | 1.00 | 1.05426 | 0.00000 | 1.06426 | ||
31 | 2009.12.08 13:50 | modify | 10 | 1.00 | 1.05426 | 1.05432 | 1.06426 | ||
32 | 2009.12.08 13:57 | s/l | 10 | 1.00 | 1.05432 | 1.05432 | 1.06426 | 5.70 | 10247.88 |
33 | 2009.12.08 13:57 | buy | 11 | 1.00 | 1.05427 | 0.00000 | 1.06427 | ||
34 | 2009.12.08 14:10 | modify | 11 | 1.00 | 1.05427 | 1.05520 | 1.06427 | ||
35 | 2009.12.08 14:15 | modify | 11 | 1.00 | 1.05427 | 1.05630 | 1.06427 | ||
36 | 2009.12.08 14:20 | modify | 11 | 1.00 | 1.05427 | 1.05740 | 1.06427 | ||
37 | 2009.12.08 14:22 | s/l | 11 | 1.00 | 1.05740 | 1.05740 | 1.06427 | 296.10 | 10543.98 |
38 | 2009.12.09 12:00 | sell | 12 | 1.00 | 1.05987 | 0.00000 | 1.04987 | ||
39 | 2009.12.09 13:10 | modify | 12 | 1.00 | 1.05987 | 1.05978 | 1.04987 | ||
40 | 2009.12.09 13:13 | s/l | 12 | 1.00 | 1.05978 | 1.05978 | 1.04987 | 8.49 | 10552.47 |
41 | 2009.12.10 09:00 | buy | 13 | 1.00 | 1.05694 | 0.00000 | 1.06694 | ||
42 | 2009.12.10 09:02 | modify | 13 | 1.00 | 1.05694 | 1.05722 | 1.06694 | ||
43 | 2009.12.10 09:07 | modify | 13 | 1.00 | 1.05694 | 1.05753 | 1.06694 | ||
44 | 2009.12.10 09:10 | s/l | 13 | 1.00 | 1.05753 | 1.05753 | 1.06694 | 55.83 | 10608.30 |
45 | 2009.12.10 09:10 | buy | 14 | 1.00 | 1.05691 | 0.00000 | 1.06691 | ||
46 | 2009.12.10 09:32 | modify | 14 | 1.00 | 1.05691 | 1.05741 | 1.06691 | ||
47 | 2009.12.10 09:37 | modify | 14 | 1.00 | 1.05691 | 1.05778 | 1.06691 | ||
48 | 2009.12.10 09:40 | s/l | 14 | 1.00 | 1.05778 | 1.05778 | 1.06691 | 82.33 | 10690.63 |
49 | 2009.12.10 09:40 | buy | 15 | 1.00 | 1.05691 | 0.00000 | 1.06691 | ||
50 | 2009.12.11 17:15 | modify | 15 | 1.00 | 1.05691 | 1.05845 | 1.06691 | ||
51 | 2009.12.11 17:17 | s/l | 15 | 1.00 | 1.05845 | 1.05845 | 1.06691 | 144.50 | 10835.12 |
52 | 2009.12.11 17:17 | buy | 16 | 1.00 | 1.05845 | 0.00000 | 1.06845 | ||
53 | 2009.12.11 17:20 | modify | 16 | 1.00 | 1.05845 | 1.06031 | 1.06845 | ||
54 | 2009.12.11 17:22 | s/l | 16 | 1.00 | 1.06031 | 1.06031 | 1.06845 | 175.55 | 11010.67 |
55 | 2009.12.11 17:22 | buy | 17 | 1.00 | 1.05969 | 0.00000 | 1.06969 | ||
56 | 2009.12.11 19:20 | modify | 17 | 1.00 | 1.05969 | 1.06001 | 1.06969 | ||
57 | 2009.12.11 19:27 | s/l | 17 | 1.00 | 1.06001 | 1.06001 | 1.06969 | 30.19 | 11040.86 |
58 | 2009.12.14 19:00 | sell | 18 | 1.00 | 1.05763 | 0.00000 | 1.04763 | ||
59 | 2009.12.15 05:03 | modify | 18 | 1.00 | 1.05763 | 1.05757 | 1.04763 | ||
60 | 2009.12.15 05:10 | modify | 18 | 1.00 | 1.05763 | 1.05693 | 1.04763 | ||
61 | 2009.12.15 05:16 | modify | 18 | 1.00 | 1.05763 | 1.05607 | 1.04763 | ||
62 | 2009.12.15 05:20 | s/l | 18 | 1.00 | 1.05607 | 1.05607 | 1.04763 | 147.62 | 11188.48 |
63 | 2009.12.15 10:00 | buy | 19 | 1.00 | 1.06214 | 0.00000 | 1.07214 | ||
64 | 2009.12.15 10:20 | modify | 19 | 1.00 | 1.06214 | 1.06278 | 1.07214 | ||
65 | 2009.12.15 10:22 | s/l | 19 | 1.00 | 1.06278 | 1.06278 | 1.07214 | 60.23 | 11248.71 |
66 | 2009.12.15 10:22 | buy | 20 | 1.00 | 1.06291 | 0.00000 | 1.07291 | ||
67 | 2009.12.15 12:10 | modify | 20 | 1.00 | 1.06291 | 1.06317 | 1.07291 | ||
68 | 2009.12.15 12:15 | modify | 20 | 1.00 | 1.06291 | 1.06380 | 1.07291 | ||
69 | 2009.12.15 12:20 | modify | 20 | 1.00 | 1.06291 | 1.06444 | 1.07291 | ||
70 | 2009.12.15 12:22 | s/l | 20 | 1.00 | 1.06444 | 1.06444 | 1.07291 | 143.74 | 11392.45 |
71 | 2009.12.16 01:00 | sell | 21 | 1.00 | 1.06054 | 0.00000 | 1.05054 | ||
72 | 2009.12.16 08:07 | modify | 21 | 1.00 | 1.06054 | 1.06039 | 1.05054 | ||
73 | 2009.12.16 08:10 | s/l | 21 | 1.00 | 1.06039 | 1.06039 | 1.05054 | 14.14 | 11406.59 |
74 | 2009.12.16 10:00 | sell | 22 | 1.00 | 1.05972 | 0.00000 | 1.04972 | ||
75 | 2009.12.16 10:20 | modify | 22 | 1.00 | 1.05972 | 1.05917 | 1.04972 | ||
76 | 2009.12.16 10:27 | s/l | 22 | 1.00 | 1.05917 | 1.05917 | 1.04972 | 51.91 | 11458.50 |
77 | 2009.12.16 10:27 | sell | 23 | 1.00 | 1.05916 | 0.00000 | 1.04916 | ||
78 | 2009.12.16 11:07 | modify | 23 | 1.00 | 1.05916 | 1.05888 | 1.04916 | ||
79 | 2009.12.16 11:10 | s/l | 23 | 1.00 | 1.05888 | 1.05888 | 1.04916 | 26.41 | 11484.91 |
80 | 2009.12.16 21:00 | buy | 24 | 1.00 | 1.06313 | 0.00000 | 1.07313 | ||
81 | 2009.12.16 21:07 | modify | 24 | 1.00 | 1.06313 | 1.06327 | 1.07313 | ||
82 | 2009.12.16 21:10 | s/l | 24 | 1.00 | 1.06327 | 1.06327 | 1.07313 | 13.17 | 11498.08 |
83 | 2009.12.16 21:10 | buy | 25 | 1.00 | 1.06303 | 0.00000 | 1.07303 | ||
84 | 2009.12.17 02:40 | modify | 25 | 1.00 | 1.06303 | 1.06313 | 1.07303 | ||
85 | 2009.12.17 02:45 | modify | 25 | 1.00 | 1.06303 | 1.06362 | 1.07303 | ||
86 | 2009.12.17 02:50 | modify | 25 | 1.00 | 1.06303 | 1.06412 | 1.07303 | ||
87 | 2009.12.17 02:57 | s/l | 25 | 1.00 | 1.06412 | 1.06412 | 1.07303 | 99.36 | 11597.44 |
88 | 2009.12.18 03:00 | sell | 26 | 1.00 | 1.06902 | 0.00000 | 1.05902 | ||
89 | 2009.12.18 03:03 | modify | 26 | 1.00 | 1.06902 | 1.06793 | 1.05902 | ||
90 | 2009.12.18 03:06 | s/l | 26 | 1.00 | 1.06793 | 1.06793 | 1.05902 | 102.06 | 11699.50 |
91 | 2009.12.18 03:06 | sell | 27 | 1.00 | 1.06774 | 0.00000 | 1.05774 | ||
92 | 2009.12.18 03:10 | modify | 27 | 1.00 | 1.06774 | 1.06664 | 1.05774 | ||
93 | 2009.12.18 03:13 | s/l | 27 | 1.00 | 1.06664 | 1.06664 | 1.05774 | 103.12 | 11802.62 |
94 | 2009.12.18 03:13 | sell | 28 | 1.00 | 1.06645 | 0.00000 | 1.05645 | ||
95 | 2009.12.18 03:16 | modify | 28 | 1.00 | 1.06645 | 1.06493 | 1.05645 | ||
96 | 2009.12.18 03:20 | s/l | 28 | 1.00 | 1.06493 | 1.06493 | 1.05645 | 142.67 | 11945.29 |
97 | 2009.12.18 03:20 | sell | 29 | 1.00 | 1.06517 | 0.00000 | 1.05517 | ||
98 | 2009.12.18 12:32 | modify | 29 | 1.00 | 1.06517 | 1.06408 | 1.05517 | ||
99 | 2009.12.18 12:37 | modify | 29 | 1.00 | 1.06517 | 1.06389 | 1.05517 | ||
100 | 2009.12.18 12:40 | s/l | 29 | 1.00 | 1.06389 | 1.06389 | 1.05517 | 120.25 | 12065.54 |
101 | 2009.12.21 02:00 | buy | 30 | 1.00 | 1.06770 | 0.00000 | 1.07770 | ||
102 | 2009.12.21 08:50 | modify | 30 | 1.00 | 1.06770 | 1.06785 | 1.07770 | ||
103 | 2009.12.21 08:57 | s/l | 30 | 1.00 | 1.06785 | 1.06785 | 1.07770 | 14.05 | 12079.59 |
104 | 2009.12.21 08:57 | sell | 31 | 1.00 | 1.06785 | 0.00000 | 1.05785 | ||
105 | 2009.12.21 10:43 | modify | 31 | 1.00 | 1.06785 | 1.06776 | 1.05785 | ||
106 | 2009.12.21 10:50 | modify | 31 | 1.00 | 1.06785 | 1.06694 | 1.05785 | ||
107 | 2009.12.21 10:59 | modify | 31 | 1.00 | 1.06785 | 1.06584 | 1.05785 | ||
108 | 2009.12.21 11:05 | modify | 31 | 1.00 | 1.06785 | 1.06583 | 1.05785 | ||
109 | 2009.12.21 11:07 | s/l | 31 | 1.00 | 1.06583 | 1.06583 | 1.05785 | 189.50 | 12269.09 |
110 | 2009.12.21 12:00 | sell | 32 | 1.00 | 1.06281 | 0.00000 | 1.05281 | ||
111 | 2009.12.21 12:15 | modify | 32 | 1.00 | 1.06281 | 1.06278 | 1.05281 | ||
112 | 2009.12.21 12:20 | modify | 32 | 1.00 | 1.06281 | 1.06204 | 1.05281 | ||
113 | 2009.12.21 12:27 | s/l | 32 | 1.00 | 1.06204 | 1.06204 | 1.05281 | 72.48 | 12341.57 |
114 | 2009.12.21 12:27 | sell | 33 | 1.00 | 1.06216 | 0.00000 | 1.05216 | ||
115 | 2009.12.21 12:27 | modify | 33 | 1.00 | 1.06216 | 1.06214 | 1.05216 | ||
116 | 2009.12.21 12:40 | modify | 33 | 1.00 | 1.06216 | 1.06194 | 1.05216 | ||
117 | 2009.12.21 12:45 | modify | 33 | 1.00 | 1.06216 | 1.06165 | 1.05216 | ||
118 | 2009.12.21 12:50 | modify | 33 | 1.00 | 1.06216 | 1.06126 | 1.05216 | ||
119 | 2009.12.21 13:05 | modify | 33 | 1.00 | 1.06216 | 1.06090 | 1.05216 | ||
120 | 2009.12.21 13:07 | s/l | 33 | 1.00 | 1.06090 | 1.06090 | 1.05216 | 118.71 | 12460.28 |
121 | 2009.12.22 00:00 | buy | 34 | 1.00 | 1.06318 | 0.00000 | 1.07318 | ||
122 | 2009.12.31 18:57 | close at stop | 34 | 1.00 | 1.04645 | 0.00000 | 1.07318 | -1610.11 | 10850.16 |